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subject:"Estimation theory"
subject:"Theory"
~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
~isPartOf:"Computational Management Science : CMS"
~subject:"Statistical distribution"
~type_genre:"Konferenzbeitrag"
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Estimation theory
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Computational Management Science : CMS
Journal of econometrics
24
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Corporate Practices: Policies, Methodologies, and Insights in Organizational Management : International Conference on Entrepreneurship and the Economy in an Era of Uncertainty 2023
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Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
Hitaj, Asmerilda
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 71-95
Persistent link: https://www.econbiz.de/10011993423
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2
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
Saved in:
3
Estimation of correlation between latent processes
Kimura, Akitoshi
;
Yoshida, Nakahiro
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 131-146)
.
2016
Persistent link: https://www.econbiz.de/10011800345
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